Extremes and Integrated Risk Management

Extremes and Integrated Risk Management

Details Book

  • Autor: Paul Embrechts
  • Editor: Risk Books
  • Relaese Date: 02 August 2000
  • ISBN: 189933274X
  • Format Book: PDF, Epub, DOCx, TXT
  • Number of page: 270 pages
  • File Size: 51MB
  • Rating:


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Description Extremes and Integrated Risk Management de Paul Embrechts:

Providing an overview of extreme value theory from a financial perspective, this book examines the recent developments in the modelling of extremal events. It also offers an extension of traditional VAR methodologies and provides analysis of abnormal distribution at the end of the curve. Information regarding this author can not be observed or maybe has been taken away on the obtain from the publisher. You'll could possibly be enthusiastic about different books by way of the Paul Embrechts. There we were in the position to acquire much of the the majority of iformatsii available for you. Regarding creators of these studies: our site doesn't include general public gain access to your own training books on our pages exclusively opening information regarding it. If you find that this site can be infringing, make sure you email us about this trouble with actually the article writer of the training books, we shall instantly eliminate websites in our web-site.

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Comments

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